Search results
Results: 49
Number of items: 49
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Boonen, T. J., Cheung, K. C., & Zhang, Y. (2021). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal, 2021(7), 623-644. https://doi.org/10.1080/03461238.2020.1867631
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Boonen, T. J., Liu, F., & Wang, R. (2021). Competitive equilibria in a comonotone market. Economic Theory, 72(4), 1217-1255. https://doi.org/10.1007/s00199-020-01319-4 -
Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2021). Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability. Insurance: Mathematics & Economics, 101(Part B), 302-319. https://doi.org/10.1016/j.insmatheco.2021.08.005
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Boonen, T. (2021). Volatile allocations. The Actuary, 2021(Jan/Feb), 20-23. https://www.theactuary.com/2021/02/03/january-february-2021-digital-issue
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Asimit, A. V., Boonen, T. J., Chi, Y., & Chong, W. F. (2021). Risk Sharing with Multiple Indemnity Environments. European Journal of Operational Research, 295(2), 587-603. https://doi.org/10.1016/j.ejor.2021.03.012
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Boonen, T. J., & Ghossoub, M. (2021). Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs. Insurance: Mathematics & Economics, 101(A), 23-37. https://doi.org/10.1016/j.insmatheco.2020.06.008
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Mourdoukoutas, F., Boonen, T. J., Koo, B., & Pantelous, A. A. (2021). Pricing in a Competitive Stochastic Insurance Market. Insurance: Mathematics & Economics, 97, 44-56. https://doi.org/10.1016/j.insmatheco.2021.01.003
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Boonen, T. J., & Zhang, Y. (2021). Optimal reinsurance design with distortion risk measures and asymmetric information. ASTIN Bulletin, 51(2), 607-629. https://doi.org/10.1017/asb.2021.8
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Boonen, T. J. (2020). Herverzekeren: Waarom en hoe? De Actuaris, 27(5), 16-17. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=5166
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Boonen, T. J. (2020). τ-value for risk capital allocation problems. Operations Research Letters, 48(6), 752-757. https://doi.org/10.1016/j.orl.2020.09.003
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